Matrix data system for computation of exact and proximate solutions

ABSTRACT

A matrix data system enabling efficient function computation on source vector data by an array of matrix data servers is disclosed. Descriptive vectors, that describe partial function solutions on underlying source vector data, are computed and stored by the array of matrix data servers and utilized to efficiently compute function solutions. An array of matrix data servers can operate as a single entity, with function computation distributed across the servers in the array. The system can cache computed descriptive vectors, only pulling source vector data as necessary. The system can produce solutions in matrix, tabular, vector or graphical form. In addition to computing solutions, the system can trigger processing on data events, such as when a function or value relating to source vector data changes or goes out of a bounded range. The system is also capable predicting future events based on historical data.

PRIORITY CLAIM

This application claims the benefit of U.S. Provisional Application No.62/695,188, filed Jul. 8, 2018, the entire contents of which is herebyincorporated by reference for all purposes as if fully set forth herein,under 35 U.S.C. § 119(e).

TECHNOLOGY

The present invention relates generally to providing services for use bya customer, and in particular, to efficiently performing complexmathematical calculations in a distributed system.

BACKGROUND

Numerous techniques are available to analyze and transform large sets ofnumerical data with goals of enabling data visualization, discovery andprediction of potential future values. In addition, a variety of methodsexist to process and trigger events, if and when a set of givenconditions are met, when dealing with numerical data generated in realtime. Real-time numerical data can be obtained from a multitude ofsources including environmental sensors, transaction records, Internetonline activity and mechanical processes, to name a few.

Numerical data collected may be stored in unstructured files but is moretypically stored in one or more databases. The most common types ofdatabases used to store data are SQL and NoSQL databases.

SQL databases commonly store data in row/column tables with sortedcolumnar indexes, allowing the quick lookup of rows of data by a columnindex value. Columnar indexes are typically stored utilizing a binarytree data structure causing insert of a row of data into an SQL table tobe an O(log n) speed operation. Similarly, lookup of a row by an indexedvalue is also typically an O(log n) speed operation.

NoSQL databases generally store data in non-tabular relations althoughthat is not always the case as NoSQL databases come in a variety oftypes including: Key-value store, Document store, Graph and Wide ColumnStore, to name the most common. Many of these have indexes which arehashed keys, allowing insert and lookup of data values in O(1) speed bya hash key index.

A limited number of mathematical functions are typically available aspart of a database itself and the speed of those operations tends todiffer between SQL and NoSQL databases. For example, with an index on anumerical column of data, finding the maximum of numerical values inthat column is an O(1) speed operation in a typical SQL database, as theordering of the data by value is calculated during data update,insertion and deletion. In a NoSQL database, determining the maximumvalue of a given set of numerical data may be an O(n) speed operation,as all items must normally be checked to find a maximum if no orderedindex exists.

To find the average value in a numerical column of a SQL database, thevalues must be added up and the total divided by the number of values,typically an O(n) speed operation.

Some SQL databases contain an aggregation method that aggregates anidentified column into a grouping column to speed up this type ofoperation when aggregating by group. Multiple-level aggregations withmultiple grouping columns, aggregated columns and/or multiple resultcolumns can be supported with the method when implemented in a SQLdatabase.

In a NoSQL database, the average function across a set of values is alsotypically an O(n) speed operation.

Databases typically support a small set of aggregate functions thatoperate on sets of data and that output individual values and anotherset of mathematical functions that operate on individual valuesthemselves. The most common aggregate functions include COUNT (find thecardinality of a set), MAX (find the maximum value in a set), MIN (findthe minimum value in a set), AVG (find the average value in a set) andSUM (add up the values). An example of operations that may be performedon individual items include ABS( ) ROUND( ) LOG( ), SQRT( ) and SIN( ).Combinations of the two types can be used. For example, a query can beperformed to find the MAX( ) value of the SIN( ) values of a given setof values.

The approaches described in this section are approaches that could bepursued, but not necessarily approaches that have been previouslyconceived or pursued. Therefore, unless otherwise indicated, it shouldnot be assumed that any of the approaches described in this sectionqualify as prior art merely by virtue of their inclusion in thissection. Similarly, issues identified with respect to one or moreapproaches should not assume to have been recognized in any prior art onthe basis of this section, unless otherwise indicated.

BRIEF DESCRIPTION OF THE DRAWINGS

The present invention is illustrated by way of example, and not by wayof limitation, in the figures of the accompanying drawings and in whichlike reference numerals refer to similar elements and in which:

FIG. 1 illustrates a network diagram of a system containingrepresentative matrix data servers, according to an embodiment of theinvention;

FIG. 2 illustrates a functional block diagram of the internalarchitecture of two matrix data servers, according to an embodiment ofthe invention;

FIG. 3A illustrates the structure of one type of descriptive vectortree, according to an embodiment of the invention;

FIG. 3B illustrates the structure of one type of descriptive vector treeafter values are added to the source vector and the correspondingdescriptive vectors are updated, according to an embodiment of theinvention;

FIG. 4 illustrates the structure of one type of descriptive vector tree,according to an embodiment of the invention;

FIG. 5A illustrates the structure of a source vector in tree format,according to an embodiment of the invention;

FIG. 5B illustrates the structure of an additional type of descriptivevector tree, according to an embodiment of the invention;

FIG. 6 illustrates a flowchart of an example process for responding to arequest, according to an embodiment of the invention;

FIG. 7 illustrates a flowchart of an example process for processing adata event, according to an embodiment of the invention; and

FIG. 8 illustrates an example hardware platform on which a computer or acomputing device as described herein may be implemented.

DESCRIPTION OF EXAMPLE EMBODIMENTS

In the following description, for the purposes of explanation, numerousspecific details are set forth in order to provide a thoroughunderstanding of the present invention. It will be apparent, however,that the present invention may be practiced without these specificdetails. In other instances, well-known structures and devices are notdescribed in exhaustive detail, in order to avoid unnecessarilyoccluding, obscuring, or obfuscating the present invention.

Example embodiments are described herein according to the followingoutline:

-   -   1.0. General Overview    -   2.0. Functional Overview        -   2.1. Structural and Functional Description    -   3.0. Implementation Mechanism—Hardware Overview    -   4.0. Extensions and Alternatives        1.0 General Overview

Many databases support stored procedures allowing more complexmathematical functions to be implemented by writing custom computer codethat executes in the database itself. Stored procedures are not utilizedto optimize algorithmic speed but to optimize data access speed, sincecode running inside a database is closer, in terms of latency andbandwidth, to the data it needs to operate on.

More typically, mathematical functions are implemented to run outside adatabase by writing a computer program that loads data from the databaseand computes a function based on the data obtained. To reduce the timeit takes to perform a given mathematical function, computer code can berun on a number of machines in parallel, either in a cluster (localnetwork) or grid (distributed network). A MapReduce framework may beutilized to distribute computation across multiple machines and mergeresults.

When visualizing time-based data, it is common to write code thatapplies a mathematical function to data values along a time dimensionand then graph the result. When data is visually presented in a graph ina user-interface, the interface typically allows a user to selectdifferent time ranges to view.

To allow quick graph generation by the code, mathematical datatransformation and calculation can be performed as collected data isreceived and either in parallel with or before it is stashed in a SQL orNoSQL database. Alternatively, data transformation and calculation couldbe performed at regular intervals.

As an example, a data transformation system may compute data that allowsthe quick generation of a day graph for a set of values, once a day. Theresulting computed data may be stashed in a database for quick retrievallater. Data for week, month and year graphs can be similarly calculatedat regular intervals.

Alternatively, functions can be computed for interval time ranges, suchas 10-minute intervals, and a graphing system can simply draw a weekfrom the computed 10-minute interval data. These various methods ofpre-computing functions along a time dimension for quick graphgeneration are commonly used for graphs relating to usage or utilizationof a resource over time.

To aid the analysis and visualization of pure matrix-based data,specialized systems exist that enable the computation of solutions tolinear algebra transformations and other algebraic problems on largedata sets. The systems distribute matrix data across a set ofcomputation servers and can utilize sparse matrices to handle matrixdata with large empty areas. These are typically not used to operate onsets of data that are constantly changing.

Many SQL and NoSQL databases support database triggers that can causeadditional processes to be executed according to business rules as datais added, deleted or modified to a database. An example of this would bea trigger that causes a computer program to run if a customer balance inthe database goes over a computed risk value.

As data streams continue to grow in both size and speed and as datacontinues to be spread among more disparate databases, a system thatwould enable mathematical functions to be calculated more quickly onthese data streams would be advantageous for data analysis andvisualization. It would further be advantageous to provide a systemwhere computation was automatically distributed among many machines forsystem scalability and in a way that allowed it to easily inter-operatewith existing databases.

In an embodiment, a matrix data system provides efficient computation offunctions on large, distributed, rapidly updated data sets. The matrixdata system may be implemented on a set of matrix data servers locallyor may be deployed as a cloud-based Internet service.

The system operates by changing the way mathematical functions arenormally computed on data sets by breaking a given mathematical functioninto intermediate mathematical calculations and then caching or storingthe results of the intermediate calculations as solutions are computed.This operates in contrast to other solutions, where final answers ofcomputations may be stored and used later, if a solution for the samefunction is requested. By caching or storing the intermediate results offunction calculations, those intermediate solutions have the possibilityto be re-utilized as immediate partial function solutions in futurecalculations.

Intermediate solutions are kept in the form of “descriptive vectors”which are partial function solutions on an underlying set of vectordata. A descriptive vector can be associated with a range of scalars ina source vector from a source such as a database or can describe partialor complete solutions to functions associated with other descriptivevectors. Descriptive vectors covering disjoint ranges of data can becombined to calculate a solution to a function over a union of dataranges.

2.0 Functional Overview

I. Descriptive Vector Structure

Descriptive vectors are kept in a tree hierarchy where the deepestleaves in the tree (lowest level descriptive vectors) are associatedwith source vector data and higher levels are associated with sets oflower level descriptive vectors. The highest level descriptive vector isthe root of the tree and describes a partial function solution for thelargest range of source data.

To calculate a solution to a function, a tree of descriptive vectorsassociated with the function's partial solutions is traversed toidentify the highest level descriptive vectors completely internal tothe range of data the function is to be computed against. A calculationis then performed on this set of descriptive vectors, and potentiallydata directly from source vectors for data that lies just outside therange covered by the descriptive vectors, to produce a solution.

In the process of combining descriptive vectors to determine a finalsolution or in the process of creating descriptive vectors for ranges ofsource data, when new descriptive vectors are created during processing,they are stored or cached to potentially be used in future calculations.

A given range of source data can have multiple descriptive vectorsassociated with it. Descriptive vectors are specific to the mathematicalfunctions they are associated with. To generate function solutions forarbitrary ranges of source vector data, a tree of descriptive vectors istraversed to identify the descriptive vectors that cover the requiredranges of data. If no descriptive vector exists for a range of a sourcevector, the scalar values of the source vector could be used for thecomputation and a descriptive vector can be created for them, as needed.

Some embodiments may provide descriptive vectors that allow theprediction of future values from a set of numerical source data. Thesetypes of descriptive vectors may describe partial or multiple curvesthat closely or generally fit underlying source data or otherdescriptive vectors. Curve data may be analyzed to predict future valuesbased on combined partial or full historical curves.

A given range of source vector data may have multiple types ofdescriptive vectors and descriptive vector trees associated with it.

The objective of utilizing a tree of descriptive vectors is to turnmathematical operations that are typical O(n) speed operations over adata set into O(log n) speed operations, on average, after a worst-caseinitial O(n) speed calculation is performed. Additionally, the use ofdescriptive vectors gives the possibility of having a O(1) speedsolution in the best case scenario for many functions that typicallyhave O(n) computation speed, if a descriptive vector is immediatelyavailable that solves a given function on its own.

II. Exact, Proximate and Sampled Solutions

Descriptive vectors can be utilized to compute either exact or proximatesolutions to mathematical functions on a set of source data. A giventype of descriptive vector may describe the answer to a partial functionsolution only approximately and with a given margin of error and/orstandard error. These proximate solution descriptive vectors can becombined to give an answer bounded by a margin of error and/or standarderror. With these types of descriptive vectors, whether an answer isproximate or exact may depend on the values in the data set themselves.

Some embodiments of the matrix data system can allow a quick estimate tobe computed for a solution to mathematical problem over a set of sourcedata by computing the function over a sample of source data instead of afull range of source data. Sampling may be random or systematic innature. Using statistical methods, a confidence interval can be returnedfor a function computed on sampled data. This allows a very rough answerto be returned quickly when an exact or more proximate answer is notnecessary and is useful for operations such as showing roughapproximations of graph data while interactively scrolling through adata graph.

III. Data Management

In some embodiments, a matrix data system will operate as a cache andnot store source vector data itself. Instead, it is configured to pullsource data from one or more databases as needed. When operating as acache in this manner, the system manages the descriptive vectorsassociated with the source data and not the source data itself. Sourcedata may be pulled from local or cloud-based service databases.

In some embodiments, the matrix data system can be fed source data andwill manage the storage of the source data. In this case, it will eitherstore the data on a local file system or in one or more local orcloud-based databases.

Some embodiments may manage the storage of descriptive vectors bystoring them in matrix server local memory and/or on matrix server localfile systems. Some embodiments may distribute descriptive vectors acrossan array of matrix servers where a given subset of matrix servers isauthoritative for and stores or caches a given subset of all descriptivevectors.

Embodiments may utilize consistent hashing to spread descriptive vectorsacross the machines in an array.

In the case where descriptive vectors are stored across an array ofmatrix servers, the servers may be broken up into groups associated withspecific data sets. In the case where descriptive vectors are cached,when a given storage mechanism reaches capacity, the oldest accesseddescriptive vectors may be removed to make room for newly generateddescriptive vectors.

Some embodiments may store or cache descriptive vectors in an externalor cloud-based database.

IV. Computing Solutions to Functions

Some embodiments may compute solutions to functions on source data byfirst determining the descriptive vectors and any underlying source dataneeded to compute a result.

Authoritative matrix data servers for the set of descriptive vectors andunderlying source data ranges are then contacted, in parallel, torequest a complete set of the highest level of descriptive vectors thatcover the inside of the data range of the given source data along withany outlying source data needed. An authoritative server contacted for agiven descriptive vector may need to compute the vector from lower levelvectors or from source data. When servicing a request for a descriptivevector, any new descriptive vectors computed in determining the responseto a request are stored or cached for potential future use.

After receiving the descriptive vectors and any source data from theauthoritative matrix data servers, a solution is computed utilizing thereturned vector data, along with any source data required, and aresponse is generated that includes the solution.

Some embodiments allow any of the matrix data servers in an array to becontacted to compute a solution.

V. Handling Requests and Returning Results

Some embodiments may present the matrix data system as a hosted,cloud-based Internet service. A RESTful API can be made available forclients to make requests to and get responses from a matrix data system.An API key can be utilized to restrict access to the service.

Individual user groups or data sets can be associated with individual orgrouped hostnames. Load balancing of a set of matrix data servers on alocal (virtual IP or MAC based) and/or global level can be utilized toensure high availability for the matrix data system.

Some embodiments may provide multiple hostnames associated with disjointsets of matrix data servers, allowing client-side load balancing to beutilized where if a client making a request to a first hostnameencounters an error, an attempt is made on a second hostname.

Some hosted cloud-based embodiments can have a pay by usage model.

Solutions to functions may be returned in tabular form, vector form orin graphical form. Some embodiments may return solutions in JSON, XML,CSV or in a custom ASCII or binary format.

When returning graph results, some embodiments may support a widevariety of graph types including line, bar chart, histogram, scatterplot, candlestick, area and 3d area to name a few.

VI. Data Events

In some embodiments, the matrix system may be configured to check atregular intervals if a data event should be triggered. Matrix serverscan be configured such that a notification is sent or a process isexecuted when a source value goes inside or outside of a given range orwhen computed solutions' values go inside or outside of a given range.In some embodiments, the matrix system can be configured to check to seeif a data event should be triggered by an on demand request to thesystem. In some embodiments, when a data event is triggered, the matrixsystem may make an external network request to notify an external serverof the data event.

The advantages, aspects and alternatives of this invention will becomeapparent to those of ordinary skill in the art by reading the followingdetailed description, with reference, where appropriate, to theaccompanying figures.

2.1 Structural and Functional Description

In an embodiment a matrix data system is comprised of an array of matrixdata servers in a computer network. The system responds to requests tosolve mathematical functions on data and can dispatch events when dataevents occur.

A matrix data server may be physically represented as dedicated computerhardware devices with a CPU, memory and, optionally, storage or it maybe represented as a virtual server. A virtual server is one where asingle hardware computer device appears as many, independent servers. Ineither case, the server may be present in a local environment or a cloudenvironment.

FIG. 1 shows one possible embodiment of a representative matrix dataserver array present in a computer network. In the figure the matrixdata server array 104 is present in a cloud environment in the Internet.Some representative cloud environments are Amazon AWS, Google Cloud orMicrosoft Azure. In this case, the individual server presented in thearray would be a virtual server, hosted by a physical server in therespective cloud environment.

In this embodiment, a matrix data system can be used to presentinformation in graphical form in a web page. To enable this, a user 101using a laptop computer device may connect to a web server 103 to bedelivered a web page that contains a graphical, visual representation ofdata created by the matrix data server array 104. To present a visualrepresentation of data, a web server 103 can deliver a HTML page touser's laptop 101 with a graph component contained inside. The graphcomponent itself could be in a binary image format such as PNG or JPG orthe graph could be presented as interactive element such as a HTMLCanvas drawing. To obtain the graph component to deliver, a web server103 could either contact the matrix array 104 and request a graphicalimage or it could request data from matrix array 104, draw the graphicalrepresentation itself using computer code and return that image todevice 101.

When asked for a graph of data or data for a graph from a web server103, the matrix array 104 would contact database 105 and database 106 torequest any source data it needed to create a response to web server103.

Applications written for a handheld device such as a smart phone 102 cancontact the matrix array 104 to obtain graphs to display or to obtaindata to present visually to a user. An example application might be onewritten for Apple's iOS or Google's Android operating systems. Anapplication running on smart phone 102 can contact other databases, suchas database 106 directly, or other servers as part its operation. In thecase the smart phone 102 requests a graph or data from matrix array 104,the system would calculate a result to return in the same manner ofhandling a request from a web server 103.

Requests from web server 103 or device 102 to matrix array 104 may be inthe format of RESTful JSON API (Representational State TransferJavaScript Object Notation Application Programming Interface) calls overthe HTTP protocol (HyperText Transfer Protocol) utilizing SSL/TLS(Secure Sockets Layer/Transport Layer Security) to enable securecommunications between the two parties.

A matrix server array 104 is comprised of a number of matrix dataservers operating as a single entity. DNS (Domain Name Service)hostnames can be used to direct requests to a given set of matrix arraysor individual servers in a matrix array. DNS hostnames can be associatedwith one or more IP addresses representing either entire arrays orindividual servers in an array.

After resolving a hostname to a set of IP addresses, a client device 102or server 103 chooses one of the IP addresses in the set to contact. Ifthe server or service associated with that IP address is not able to becontacted or is slow, the request can be re-sent to another IP addressin the set. This mechanism allows load to be balanced across the serversor arrays and helps ensure high availability of the matrix data system.

DNS hostnames representing a matrix data system may be CNAMEd(redirected) to other hostnames, allowing external DNS load balancingservices to be utilized and changed as needed.

A group of matrix data servers can operate utilizing a shared, virtualIP address with a local load balancing mechanism that tests and monitorsindividual servers and adds or removes them from the virtual IP addressgroup based on their load and availability.

If a matrix server is shared or public, the server and requester can usea shared private key associated with client identifiers and specificdata sets to prevent one client from accessing another client's data.The key can be used as an API key to authenticate API requests to thesystem. Alternatively, public/private key encryption can be used toauthenticate the client (requester) and/or server.

When a matrix server is requesting data from a source such as adatabase, authentication keys or passwords may be required to access thesource data. The configuration for the server can contain these keys andthey can be stored in encrypted form.

FIG. 2 shows the internal architecture of an individual matrix server ina matrix array 104. An individual matrix server can be a hardwarecomputing device containing a computer processor 205, memory 206 andstorage 207 or it can be a virtual server where the processor, physicalmemory and storage of a hardware computing device is shared among anumber of virtual servers.

A request 201 made to a matrix data system can be directed to anindividual matrix data server either by a global (DNS) or local (virtualIP address or proxy) load balancer that directs it at the IP address ofan individual matrix data server or a requester can contact anindividual matrix data server directly by its identifying IP address.

FIG. 2 shows a request handler 208 in matrix data server 204 receivingan external request 201. The external request may be a request forcomputed data or for a graphical representation of computed data.

In the case the request is for a graphical representation of computeddata, the request handler 208 contacts a graph generator component 210to calculate a graph to respond to request 201. The graph generator 210,in turn, contacts solution calculator 211 to obtain the computed datanecessary to draw the graph, draws the graph in the requested format andreturns it to the request handler 208 which responds to the request 201with the generated graph.

In the case the request is for computed data, the request handler 208will contact solution calculator 211 to compute the data necessary andrespond to the request 201 with that computed data.

The solution calculator 211 is the heart of the matrix system and isresponsible for performing mathematical computations on source data(e.g., numerical source data). A matrix server may operate in one of twomodes with respect to source data, it may either be fed and manage thestorage of source data or it may contact external databases to obtainsource data.

In the case where a matrix server is fed source data, it can eitherstore the source data it receives on its local storage or it can passthe data to an external database so it may be externally stored. FIG. 2shows a matrix data server operating in the alternative mode, where theserver does not manage the source data and where it contacts an externaldatabase, as needed, to obtain source data.

In either case, when a matrix data server is part of a matrix dataserver array, it is only authoritative for a subset of the total sourcedata.

When solution calculator 211 is asked to calculate a solution for arange of source data, it first determines which matrix servers in thearray are authoritative for the various ranges of data in the sourcerange. If the server itself is authoritative for the full range ofsource data required for the calculation, it can calculate the answerwithout contacting any other servers.

However, in the case where other servers are authoritative for ranges ofthe required source data, the solution calculator will make a request tothose authoritative servers for data solutions for those portions of thesource data set.

The mapping of matrix servers to the source data ranges they areauthoritative for can be simple percentages of the full source datarange. For example, if there are 5 matrix data servers in an array, eachcan be responsible for ⅕ of the total range of source data. Servers canbe numbered so the first server would be responsible for the first ⅕ fthe range, etc. The individual servers could monitor the number ofservers in the array and if one failed, the other servers coulddetermine they would then be responsible for ¼ of the source range.Similarly, if a server was added, each would determine they wereresponsible for ⅙ of the entire range.

In FIG. 2, when a request 201 is being processed by solution calculator211 and it determines that matrix server 212 is authoritative for somerange of the source data that a solution needs to be calculator for, itwill make a request using server to server communication 203 to therequest handler 215 of matrix server 212. Request handler 215 willcontact the solution calculator 216 to calculate a solution for thegiven range of source data. That, in turn, will calculate a result usingcache or stored descriptive vectors from memory 213 or storage 214 andwill contact the source database using server to database communication218 if needed. Descriptive vectors calculated by the solution calculator216 during the computation of a solution are stored in memory 213 andstorage 214.

If the solution calculator 211 in matrix server 204 is unable to contactmatrix server 212, it can contact an alternative authoritative serverfor the same data. If the alternative server cannot be contacted, in theworst case, matrix server 204 itself can assume authority for that rangeof source data and perform the calculation, itself.

When computing a solution, solution calculator 211 obtains descriptivevectors stored in memory 206 and storage 207 and contacts databasescontaining source data using server to database communication 217 whennecessary for the source data ranges matrix 204 is authoritative for.Solution calculator 211 uses that data plus any data it obtained fromother servers to calculate a solution.

As it computes solutions, intermediate function results are stored asdescriptive vectors in memory 206 and storage 207. The descriptivevectors are stored at different levels in a hierarchy for a givendimension of the source data. When memory 206 or storage 207 becomesfull, the least recently accessed descriptive vectors can be deleted,allowing both to operate as a descriptive vector cache.

A matrix data server contains configuration files that allow it todetermine the locations of source databases along with the informationnecessary to access them such as username, password, etc. In addition tocontaining information about source locations and about the set ofmatrix data servers in an array, the configuration files can containhints about what types of requests will normally be performed. Thesystem can use this information to opportunistically calculate solutionsto functions at regular intervals to cache or store descriptive vectorsrelated to newly added data. If the system is being fed data to bestored, the system can calculate descriptive vectors related to newlyadded data as the data is received.

Configuration files can also contain information about data events. Amatrix data server may be configured to generate a network data eventwhen specific function values on source data exceed a bounded range.Matrix servers in an array are authoritative for a subset of all eventsbased on the configuration. Event configuration IDs can be mapped tomatrix servers by number using a modulus operation. Multiple matrixservers may be assigned to check for the same event to ensure redundancyin case of the failure of a single server.

The event handler 209 in matrix data server 204 can be configured tolook for and generate data events. If a server is not being fed sourcedata, data events can be checked for at a configurable regular interval.If the matrix server is being fed source data, it can check for dataevents as source data is received. To check for a data event, eventhandler 209 contacts solution calculator 211 to calculate a functionsolution according to the configuration. The solution's result will thenbe checked against the bounds associated with the event from theconfiguration and if the bounds is exceeded by the result, event handler209 can generate a network data event 202.

A data event can be any network request and the specific request isdetermined by the configuration. An example network data event requestwould be one where if the average of a source value over a given amountof time goes over a certain bound, then a request is made to anotherserver that, in turn, modifies a web page to add an alert to the webpage. Alternatively, a network data event may cause a text message to besent to a mobile phone or it may cause an additional row to be added toa SQL database containing data relating to the event.

To generate solutions for mathematical functions quickly, solutioncalculator 211 utilizes descriptive vectors.

A descriptive vector is associated with a specific set of mathematicalfunctions. FIG. 3A shows an example embodiment of one type ofdescriptive vector associated with functions MIN, MAX, SUM, COUNT andSUM. This descriptive vector contains the minimum value, maximum value,the element count and total sum of the vector set it describes.Descriptive vectors of this type are created for disjoint ranges of thesource data vector and then combined to create higher level descriptivevectors that represented partial solutions to larger ranges of thesource data as shown in the figure.

Descriptive vector 302 describes the underlying elements in the sourcevector 301 range from in a dimension that spans 1 to 10. The firstscalar in the vector is 1, the minimum of the 10-element source set. Thesecond value is 12, the maximum of the set. The third value is 63, thesum. The fourth value is 10, the cardinality of the underlying set.

Descriptive vector 303 describes the underlying range of source vectorin the same way, for the range of values 11 through 17.

These two descriptive vectors are combined into a level 2 descriptivevector 304 that covers the combined range. To create a descriptivevector for the combined range, a simple math operation can be performedon the two level 1 descriptive vectors 302 and 303. The minimum value isthe minimum value of both descriptive vectors, the maximum is themaximum of both, the total sum is the total sum of both and the elementcount is the sum of both element counts.

When a solution calculator is asked to calculate a function for a rangeof source data, it uses any previous calculated descriptive vectorsassociated with that function. For example, to sum elements 1 through12, the sum in descriptive vector 302 would be added to the sum ofelements 11 and 12. If descriptive vectors are available, utilizing themenables a sum operation in O(log n) algorithmic speed in the worst caseand O(1) in the best case (in the case a sum is the full range, forexample).

Descriptive vectors are stored in a binary tree. An indexing hash tableis available that allows O(1) lookup by the source vector identifier,starting index dimension value and descriptive vector level.

FIG. 3B shows how the addition of values to the source vector affectsthe descriptive vectors calculated in FIG. 3A. FIG. 3B shows 3additional values added to source vector 305. If a sum function isimmediately requested on the entire range, the 18 through 20 elementshave no descriptive vector associated with them so descriptive vectors302 and 303 are used along with the source values for elements 18 to 20to compute a result.

In computing the result, descriptive vector 303 is updated to includethe newly added elements, resulting in descriptive vector 307.Additionally, descriptive vector 308 is updated to include updatedvalues for the entire range of data as well.

The descriptive vectors resulting from a request to sum the elements isshown in FIG. 3B. Descriptive vector 306 is unchanged and describes theleft set of values. Descriptive vectors 307 and 308 were updated duringthe calculation and descriptive the right set and total set,respectively.

According to this method, the algorithmic speed of sum functions onranges of data that have descriptive vectors associated with them isO(log n). For ranges without descriptive vectors, the sum function isO(n). An O(n log n) speed operation is required to create thedescriptive vectors of this type, for a given range.

Because the descriptive vector that was utilized in this example for thesum function also allows perfect computation of the minimum, maximum,average and count, all those functions can run in O(log n) speed ifdescriptive vectors are available for the source vector range involvedby combining descriptive vectors and any source values lying justoutside the descriptive vector, at the extremes of the subset range.

In the case where the source vector range is large and where descriptivevectors have not been calculated, the system can support a sampledfunction calculation. Instead of solving a function on all values in theentire source range requested, and calculating associated descriptivevectors in the process, a subset of descriptive vectors can becalculated for the given range and values calculated from that.

The result of the calculation will not be exact for the entire sourcerange but it can give an idea of what the solution for the entire rangecould be. Sample ranges can be taken at regular intervals or at randomintervals. When samples are taken, the associated descriptive vectorsare calculated so if a function over the whole range is latercalculated, those descriptive vectors can be used. This may be usefulwhen calculating data associated with scrolling through a graph of dataand where a perfect graph does not need to be displayed while activelyscrolling.

Requests can be made to the matrix server with a value indicating amaximum response time. If the server can't calculate a full answerbefore the maximum time, it will return the best sampled function resultit can compute during that time. This allows a quick response with asample answer for interactive graphs and data visualization. An examplewould be a request for a graph with a maximum response time of 1/30 of asecond. A sampled graph could be rendered quickly, allowing a user tomanipulate the graph interactively to quickly find an interesting dataregion. When a region is found, the full, non-sampled calculation can beperformed to create a non-sampled data graph.

A set of descriptive vectors of a given type for a range of data can bestored as a matrix with each vector containing pointers to child nodesand an associated hash table to allow quick indexing into the matrix.The matrix itself is spread across an array of machines. Which machinescontain the portions of the full matrix is configurable. Recent andactive portions of the matrix are stored in memory on a given matrixserver and portions of the matrix that are not active can be stored onthe storage device, typically a SSD drive or similar, in a matrixserver. Descriptive vectors may also be stored in an external database.A M×N matrix can be stored as a row/column table in a SQL databaseallowing descriptive vectors of a given type to be stored in a singleSQL table.

Descriptive vectors can be associated with functions that can calculateeither exact or proximate results. Whether a function can produce anexact or proximate result on a given set of source data may depend onthe function used, the descriptive vector and the data itself.

An example a descriptive vector that can calculation a solution with aproximate result is a descriptive vector associated with the median andpercentile functions. This descriptive vector allows the calculation ofa median value from a set but within a given margin of error. Onepossible descriptive vector for calculative exact or proximate mediansand percentiles on a set of source data is shown in FIG. 4.

FIG. 4 shows a descriptive vector 402 that describes attributes of thefirst 10 elements in source vector 401. Descriptive vector 402 contains5 elements. Each element shows the number of values in the source vectorthat fall into a range of values. The first value in vector 402 showsthe number of values in the source vector range that are between 1 and4, inclusive. The source vector range contains a 3, 1, 4 that falls intothe range causing the value in the first element of 402 to be 3.Similarly, the other elements in vector 402 contain the number ofelements in the source vector range that fall into the given ranges.

If a request was made for the median of the first 10 elements of sourcevector 401, descriptive vector 402 could be used to determine the answerwas within the range 5 through 8 as the total number of elements in theset is 10 and the middle element in the set falls within the 5 through 8element range in vector 402. The range 5 through 8 can also be describedas 6.5 with a margin of error of 1.5.

A similar descriptive vector 403 can be created for the right half ofsource vector 401. And both vectors can be combined using addition tocreate a level 2 descriptive vector that covers the entire range ofvalues in the source vector.

Using the level 2 vector 404 alone, the median for the full range isdetermined to also be 6.5+−1.5 as the middle element falls into the 5through 8 range.

Longer descriptive vectors pf this type allow for more narrow ranges ofvalues and more accurate answers at the expense of space used to storethe vectors. These same descriptive vectors can also be used todetermine percentile. From descriptive vector 404, the 10^(th)percentile of the overall range can be calculated as 2.5+−1.5 as the10^(th) percentile falls into the first element in vector 404, the range1 through 4.

In FIG. 4, the descriptive vectors hold ranges of equal spacing.However, an unequal spacing may be advantageous if it is known that onlya median will be computed and if it is known the general area where themedian will likely fall. The center ranges in the vector may be smallerand the ranges at the start and end of the vector wider. This has thepossibility of giving a more accurate calculation of a median valuewithout increasing the size of the vector.

To determine the overall range of the descriptive vector of this type, afull pass of the source vector can be made, an O(n) operation.

This descriptive vector may give perfectly accurate results depending onthe source vector data values. For example, if the source vectorcontained all is and the descriptive vector counted the number of 0s, 1sand 2s and a median was computed, an answer of 1 could be computedperfectly utilizing only the descriptive vector if it covered therequested range.

Utilizing this type of descriptive vector, either a proximate or exactsolution can be computed for a given source vector, depending on thesize of the descriptive vector and source data values. In the normalcase, the computation of a proximate or exact solution using this typeof descriptive vector is O(log n).

Another type of descriptive vector is shown in FIG. 5B. FIG. 5A shows araw line graph directly drawn from source vector data 501. FIG. 5B showsdescriptive vectors representing the curve approximations of the sourcedata line graphs in FIG. 5A.

The descriptive vectors presented in FIG. 5B are the graphicalrepresentation of the actual numerical values in the vector.

The actual numerical values in the vector are the data points thatcreate the respective curves. In the case the curve type is a splinesuch as a quadratic Bezier curve, the descriptive vector would contain 6values, the 2 end points (2 values per point) and the control point forthe curve. In the case the curve type was a cubic Bezier, thedescriptive vector would contain 8 values, the 2 end points and 2control points of the curve.

Standard curve fitting algorithms can be used to find the curveapproximation for the source vector values. Multiple curve types can besupported. For example, to support exact conics, rational Bezier curvescan be stored utilizing homogeneous coordinates.

Multiple low-level descriptive vectors can be combined to create higherlever vectors that describe curves over large ranges of data. FIG. 5Bshows a curve approximation descriptive vector 506 that describes thesource vector 505 range elements 1 through 10. This curve is anapproximation of the raw data shown by line graph 502. Similarly, vector507 is the approximation for the raw graph 503 and describes a curveapproximation of elements 11 through 20 in the source vector.Descriptive vectors 506 and 507 are combined to create descriptivevector 508 in FIG. 5B, which approximates the total area line graph 504in FIG. 5A.

Descriptive vector curves can have a cyclic nature and can contain avalue that represents the number of curve cycles. A descriptive vectorassociated with a SIN curve may have an amplitude, frequency, number ofcycles and growth factor as elements in the vector. If 10 source vectordata elements could be approximately represented by a half a SIN wave ofheight 1; the descriptive curve type can be SIN with an amplitude of 1,frequency of 20, number of cycles ½ and growth factor of 1. A growthfactor of 2 would represent a cyclic curve doubling in height eachsubsequent cycle. A frequency growth factor can be present to allow forapproximation curves that grow or decrease in frequency over a range.Growth factors can have a type associated with them; linear, logarithmicor exponential.

The simplest type of curve approximation descriptive vector is a linearcurve. It can be described by a start value, slope, standard deviationand standard error. All curve estimation descriptive vectors can containstandard deviation and standard error values.

Curve approximation descriptive vectors may or may not perfectlyrepresent their underlying data. If all values in a range are equal, alinear curve descriptive vector can perfectly represent the range. Ifthe values are slightly non-linear, a linear curve estimate descriptivevector would represent an approximation of the underlying data.

Curve approximation descriptive vectors can be used to predict futurevalues. As an example, with the level 2 description 508 in FIG. 5B, anestimate of the next future value would be 20 or 21 since the firstderivative at the end of the curve is pointing slightly down. Futurevalue estimations come with an associated confidence interval.

Descriptive vectors can vary in size by level. In the case of a curveapproximation vector, higher level descriptors can be a large size thanlower level. All descriptive vectors at a given level are the same sizeand the combination of all descriptive vectors for a given level forms amatrix.

Curve approximation descriptive vectors can also be used to determineevents. The system may be configured to generate a data event if a newvalue falls outside of a predicted value. The simplest case is wheredata values should follow a linear curve. If a new data point fallsoutside the range of the linear curve, a data event can be generated tonotify another system of the event.

FIG. 6 shows the process an individual matrix data server uses torespond to a request. After a matrix data server receives a request 601,it determines the descriptive vectors needed to respond to the request602. A response may also require data from source vectors for data thatfalls outside the range of existing descriptive vectors.

If the server requires descriptive vectors that it is not authoritativefor, it can contact other servers 605 to obtain those descriptivevectors. Any descriptive vectors the server is authoritative for, butwhich have not been calculated, are calculated 603 with source datarequested as necessary. As the server calculates new descriptive vectorsfrom source data, they are stored 604.

After obtaining the full list of required descriptive vectors, includingcalculating them or obtaining them from other servers if needed, aresult is calculated using the set of descriptive vectors and any sourcevector data that falls outside of the descriptive vector range 606. Theresult is returned to the requester 607 in the format requested.

The result returned by the data server may be numerical data or agraphical representation of the computed values. The graphicalrepresentation of the data can be a chart image or the data points toplot a chart/graph of the requested type. Chart types include areacharts, min/max charts, polar charts, range, bar, and scatter to name afew.

FIG. 7 shows the process an individual matrix data server uses to checkand trigger data events. The matrix data server can check a list of datatests to perform 701 at a configurable regular interval or it can checkwhen asked to check for data events or it can check as data is receivedif the matrix data server is sent source vector data to process. Tocheck for the triggering of a data event, the server determines the setof descriptive vectors necessary 702 to calculate the value associatedwith the event.

As is the case when responding to a request, if the server requiresdescriptive vectors that it is not authoritative for, it can contactother servers 705 to obtain those descriptive vectors. Any descriptivevectors the server is authoritative for, but which have not beencalculated, are calculated 703 with source data requested as necessaryand as the server calculates new descriptive vectors from source data,they are stored 704.

After obtaining the required descriptive vectors and source vector data,the event value to check is computed 706 to determine if a data eventhas occurred 707.

If a data event has occurred, the matrix data server notifies theexternal server of the event as per the configuration of the data event708.

In an embodiment, an apparatus comprises a processor and is configuredto perform any of the foregoing methods.

In an embodiment, one or more non-transitory computer-readable storagemedia, storing software instructions, which when executed by one or moreprocessors cause performance of any of the foregoing methods.

Note that, although separate embodiments are discussed herein, anycombination of embodiments and/or partial embodiments discussed hereinmay be combined to form further embodiments.

3.0 Implementation Mechanisms—Hardware Overview

According to one embodiment, the techniques described herein areimplemented by one or more special-purpose computing devices. Thespecial-purpose computing devices may be hard-wired to perform thetechniques, or may include digital electronic devices such as one ormore application-specific integrated circuits (ASICs) or fieldprogrammable gate arrays (FPGAs) that are persistently programmed toperform the techniques, or may include one or more general purposehardware processors programmed to perform the techniques pursuant toprogram instructions in firmware, memory, other storage, or acombination. Such special-purpose computing devices may also combinecustom hard-wired logic, ASICs, or FPGAs with custom programming toaccomplish the techniques. The special-purpose computing devices may bedesktop computer systems, portable computer systems, handheld devices,networking devices or any other device that incorporates hard-wiredand/or program logic to implement the techniques. For example, FIG. 8 isa block diagram that illustrates a computer system 800 upon which anembodiment of the invention may be implemented. Computer system 800includes a bus 802 or other communication mechanism for communicatinginformation, and a hardware processor 804 coupled with bus 802 forprocessing information. Hardware processor 804 may be, for example, ageneral-purpose microprocessor.

Computer system 800 also includes a main memory 806, such as a randomaccess memory (RAM) or other dynamic storage device, coupled to bus 802for storing information and instructions to be executed by processor804. Main memory 806 also may be used for storing temporary variables orother intermediate information during execution of instructions to beexecuted by processor 804. Such instructions, when stored innon-transitory storage media accessible to processor 804, rendercomputer system 800 into a special-purpose machine that isdevice-specific to perform the operations specified in the instructions.

Computer system 800 further includes a read only memory (ROM) 808 orother static storage device coupled to bus 802 for storing staticinformation and instructions for processor 804. A storage device 810,such as a magnetic disk or optical disk, is provided and coupled to bus802 for storing information and instructions.

Computer system 800 may be coupled via bus 802 to a display 812, such asa liquid crystal display (LCD), for displaying information to a computeruser. An input device 814, including alphanumeric and other keys, iscoupled to bus 802 for communicating information and command selectionsto processor 804. Another type of user input device is cursor control816, such as a mouse, a trackball, or cursor direction keys forcommunicating direction information and command selections to processor804 and for controlling cursor movement on display 812. This inputdevice typically has two degrees of freedom in two axes, a first axis(e.g., x) and a second axis (e.g., y), that allows the device to specifypositions in a plane.

Computer system 800 may implement the techniques described herein usingdevice-specific hard-wired logic, one or more ASICs or FPGAs, firmwareand/or program logic which in combination with the computer systemcauses or programs computer system 800 to be a special-purpose machine.According to one embodiment, the techniques herein are performed bycomputer system 800 in response to processor 804 executing one or moresequences of one or more instructions contained in main memory 806. Suchinstructions may be read into main memory 806 from another storagemedium, such as storage device 810. Execution of the sequences ofinstructions contained in main memory 806 causes processor 804 toperform the process steps described herein. In alternative embodiments,hard-wired circuitry may be used in place of or in combination withsoftware instructions.

The term “storage media” as used herein refers to any non-transitorymedia that store data and/or instructions that cause a machine tooperation in a specific fashion. Such storage media may comprisenon-volatile media and/or volatile media. Non-volatile media includes,for example, optical or magnetic disks, such as storage device 810.Volatile media includes dynamic memory, such as main memory 806. Commonforms of storage media include, for example, a floppy disk, a flexibledisk, hard disk, solid state drive, magnetic tape, or any other magneticdata storage medium, a CD-ROM, any other optical data storage medium,any physical medium with patterns of holes, a RAM, a PROM, and EPROM, aFLASH-EPROM, NVRAM, any other memory chip or cartridge.

Storage media is distinct from but may be used in conjunction withtransmission media. Transmission media participates in transferringinformation between storage media. For example, transmission mediaincludes coaxial cables, copper wire and fiber optics, including thewires that comprise bus 802. Transmission media can also take the formof acoustic or light waves, such as those generated during radio-waveand infra-red data communications.

Various forms of media may be involved in carrying one or more sequencesof one or more instructions to processor 804 for execution. For example,the instructions may initially be carried on a magnetic disk or solidstate drive of a remote computer. The remote computer can load theinstructions into its dynamic memory and send the instructions over atelephone line using a modem. A modem local to computer system 800 canreceive the data on the telephone line and use an infra-red transmitterto convert the data to an infra-red signal. An infra-red detector canreceive the data carried in the infra-red signal and appropriatecircuitry can place the data on bus 802. Bus 802 carries the data tomain memory 806, from which processor 804 retrieves and executes theinstructions. The instructions received by main memory 806 mayoptionally be stored on storage device 810 either before or afterexecution by processor 804.

Computer system 800 also includes a communication interface 818 coupledto bus 802. Communication interface 818 provides a two-way datacommunication coupling to a network link 820 that is connected to alocal network 822. For example, communication interface 818 may be anintegrated services digital network (ISDN) card, cable modem, satellitemodem, or a modem to provide a data communication connection to acorresponding type of telephone line. As another example, communicationinterface 818 may be a local area network (LAN) card to provide a datacommunication connection to a compatible LAN. Wireless links may also beimplemented. In any such implementation, communication interface 818sends and receives electrical, electromagnetic or optical signals thatcarry digital data streams representing various types of information.

Network link 820 typically provides data communication through one ormore networks to other data devices. For example, network link 820 mayprovide a connection through local network 822 to a host computer 824 orto data equipment operated by an Internet Service Provider (ISP) 826.ISP 826 in turn provides data communication services through the worldwide packet data communication network now commonly referred to as the“Internet” 828. Local network 822 and Internet 828 both use electrical,electromagnetic or optical signals that carry digital data streams. Thesignals through the various networks and the signals on network link 820and through communication interface 818, which carry the digital data toand from computer system 800, are example forms of transmission media.

Computer system 800 can send messages and receive data, includingprogram code, through the network(s), network link 820 and communicationinterface 818. In the Internet example, a server 830 might transmit arequested code for an application program through Internet 828, ISP 826,local network 822 and communication interface 818.

The received code may be executed by processor 804 as it is received,and/or stored in storage device 810, or other non-volatile storage forlater execution.

4.0 Equivalents, Extensions, Alternatives and Miscellaneous

In the foregoing specification, embodiments of the invention have beendescribed with reference to numerous specific details that may vary fromimplementation to implementation. Thus, the sole and exclusive indicatorof what is the invention, and is intended by the applicants to be theinvention, is the set of claims that issue from this application, in thespecific form in which such claims issue, including any subsequentcorrection. Any definitions expressly set forth herein for termscontained in such claims shall govern the meaning of such terms as usedin the claims. Hence, no limitation, element, property, feature,advantage or attribute that is not expressly recited in a claim shouldlimit the scope of such claim in any way. The specification and drawingsare, accordingly, to be regarded in an illustrative rather than arestrictive sense.

What is claimed is:
 1. A matrix data system, comprising: a set of matrixservers, each matrix server in the set of matrix servers is configuredto calculate and store one or more descriptive vectors associated withone or more numerical source data sets, the one or more descriptivevectors calculated from mathematical functions across different rangesof the associated one or more numerical source data sets, each matrixserver stores the one or more descriptive vectors in a hierarchy thatcovers different ranges of the associated numerical data sets; whereinupon a particular matrix server, in the set of matrix servers, receivinga request from a client device for calculating a function result on arange of values in a numerical source data set, the particular matrixserver utilizing the stored one or more descriptive vectors to calculatea function result and returning the function result to the clientdevice.
 2. The system of claim 1, wherein a descriptive vectorrepresents at least a portion of a mathematical function.
 3. The systemof claim 1, wherein each matrix server in the set of matrix servers isauthoritative for one or more ranges of the one or more numerical sourcedata sets.
 4. The system of claim 1, wherein descriptive vectorsassociated with disjoint ranges of the numerical source data are cachedacross a set of matrix servers.
 5. The system of claim 1, whereinnumerical source data is requested as needed by matrix servers tocalculate descriptive vectors.
 6. The system of claim 1, wherein thefunction result is proximate and not exact.
 7. The system of claim 6,wherein a margin of error or standard error is returned with theproximate function result.
 8. The system of claim 7, wherein theproximate function result is calculated based on a subset sampling ofdata from the numerical source data set.
 9. The system of claim 1,wherein the function result is returned in JSON format.
 10. The systemof claim 1, wherein the function result is returned in graphical form.11. A method, comprising: calculating one or more descriptive vectorsassociated with one or more numerical source data sets at each matrixserver in a set of matrix servers, the one or more descriptive vectorscalculated from mathematical functions across different ranges of theassociated one or more numerical source data sets; storing at eachmatrix server, the one or more descriptive vectors in a hierarchy thatcovers different ranges of the associated numerical data sets; inresponse to a particular matrix server, in the set of matrix servers,receiving a request from a client device for calculating a functionresult on a range of values in a numerical source data set: calculating,at the particular matrix server, a function result utilizing the storedone or more descriptive vectors; and returning the function result tothe client device.
 12. The method of claim 11, wherein a descriptivevector represents at least a portion of a mathematical function.
 13. Themethod of claim 11, wherein each matrix server in the set of matrixservers is authoritative for one or more ranges of the one or morenumerical source data sets.
 14. The method of claim 11, whereindescriptive vectors associated with disjoint ranges of the numericalsource data are cached across a set of matrix servers.
 15. The method ofclaim 11, wherein numerical source data is requested as needed by matrixservers to calculate descriptive vectors.
 16. The method of claim 11,wherein the function result is proximate and not exact.
 17. The methodof claim 16, wherein a margin of error or standard error is returnedwith the proximate function result.
 18. The method of claim 17, whereinthe proximate function result is calculated based on a subset samplingof data from the numerical source data set.
 19. The method of claim 11,wherein the function result is returned in JSON format.
 20. The methodof claim 11, wherein the function result is returned in graphical form.